Hi, I am trying to make use of this interesting OLAP web control and
one feature that's going to be really useful is drill through to see
underlying data. Does CellSetGrid support it out of the box? If not, is
it practical for me to implement it? I am new to MDX, so any help is
appreciated. Thanks!

There is something wrong with the website:
http://www.sqlserveranalysisservices.com

Could you please send a copy of the control CellSetGrid to me?

I appreciate your help!